$0.22
-0.01 (-2.76%)
USD · as of 2026-07-28 · marketstack
stale — last close 2026-07-28, not a live quote
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 242.57% | Sharpe | 0.06 |
| Sortino | 0.16 |
| Beta | 0.52 | Correlation | 0.06 |
| Up capture | −265.55% | Down capture | 92.85% |
Relative Value shows −0.31 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −99.00% | Ulcer Index | 81.32 |
| MTD | −24.95% | QTD | −24.95% |
| YTD | −81.80% | Window (ann., 3.0y) | −77.95% |
| Skewness | 12.92 | Excess Kurtosis | 251.34 |
| Omega (θ=0) | 1.02 | Tail Ratio | 0.98 |
| Gain/Pain | 0.02 | Hit Rate | 39.39% |
| Win/Loss | 1.47 | Upside Potential | 0.55 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -12.83% | -23.61% | -25.08% | -35.49% |
| CVaR (ES) | -18.91% | -27.16% | -31.46% | -40.67% |
| VaR (Cornish-Fisher) | — | — | 156.41% | 170.99% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -99.00% | 2023-07-28 | 2026-07-28 | ongoing | 748 | — |
Worst depth first · lengths in trading days.